market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 11.92% 0.08 CHF 0.09 CHF 675,000 350,000 635,222 330,111 50,114 CHF 29,345 CHF 100.00% 100.00%
12/07/2024 12.43% 0.08 CHF 0.09 CHF 625,000 325,000 667,430 347,215 50,358 CHF 29,670 CHF 99.67% 99.67%
11/07/2024 12.83% 0.07 CHF 0.08 CHF 725,000 375,000 691,537 359,453 50,430 CHF 29,809 CHF 98.78% 98.78%
10/07/2024 13.29% 0.08 CHF 0.09 CHF 675,000 350,000 721,650 373,325 50,690 CHF 29,959 CHF 96.11% 96.11%
09/07/2024 13.93% 0.07 CHF 0.08 CHF 775,000 400,000 755,664 390,332 50,484 CHF 29,981 CHF 99.65% 99.65%
08/07/2024 12.58% 0.07 CHF 0.08 CHF 775,000 400,000 675,937 350,469 50,354 CHF 29,616 CHF 99.84% 99.84%
05/07/2024 11.18% 0.08 CHF 0.09 CHF 625,000 325,000 602,291 304,895 50,879 CHF 28,800 CHF 100.00% 100.00%
04/07/2024 11.75% 0.08 CHF 0.09 CHF 625,000 325,000 624,774 324,774 50,039 CHF 29,259 CHF 100.00% 100.00%
03/07/2024 11.37% 0.08 CHF 0.09 CHF 625,000 325,000 610,694 310,252 50,659 CHF 28,826 CHF 99.22% 99.22%
02/07/2024 13.27% 0.08 CHF 0.09 CHF 725,000 375,000 720,733 372,866 50,738 CHF 29,978 CHF 99.66% 99.66%

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